I've bought from Zenni, Warby Parker, and 39dollarglasses.com (possibly others that I've forgotten!) and only had one slightly bad experience, when my Zenni glasses were stolen from my building's mail room and Zenni basically said "tough luck" - admittedly it wasn't their fault but I've gotten better customer service from other online retailers in similar situations.
I'm not sure how well these places do with complicated prescriptions, and it definitely helps to already know what kinds of glasses you like to wear/like the look of on your face, but for me they've always been very good value for money. I don't think I've bought glasses from a brick-and-mortar optician in close to 10 years now and I'm wearing Warby Parkers right now.